Taking 200 cars average per trade, your 2-days backtesting is about $1,400 / car for 97 trades, ie. $15 average per trade, before comms & slippage (please tell me all your orders are LMT, and your simulation ensures price trade beyond the LMT before assuming a fill) - and this is without any losing trade. Factor-in comms, slippage, a realistic % of losing trades ... you have nothing there.
are you the dude that asked how you would trade if an alien from the future told you about the market future?
Amazing thing about OP is that people are trying to help him with constructive and detailed feedback and he replies with 1 liners complete with 0.75 DD LOL What a mix of arrogance and classic stupidity!!! High probability that OP is still in graduate school and has a 'know it all' personality soon to be crashed when the real world kicks in.
20 cars were traded on average in this sample.Though,the BS blotter doesn`t reflect the true picture with the comms,it`s ok to have it $10 rt.
A couple of losses were due to some internet disconnection and slow computer problems.Was trading different amount of contracts during the experiment.Almost 99%,anyway